-31.4%
ORCL vs MULL
+1,303.2%
-1,334.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.5% |
| 7D | +10.4% | +43.3% | -32.9% | +4.4% |
| 30D | -11.2% | -37.4% | +26.2% | -6.4% |
| 3M | -16.8% | -36.8% | +20.1% | -13.1% |
| 6M | -31.5% | -36.9% | +5.4% | -34.2% |
| YTD | -33.9% | +250.7% | -284.6% | -55.3% |
| 1Y | -43.3% | +337.6% | -380.9% | -63.8% |
| All | -31.4% | +1,303.2% | -1,334.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling